PID Options History — October 2022

Name: PID Options Analytics - October 2022
Creator: Options Analysis Suite

In October 2022, PID traded between $14.98 and $16.25. ATM implied volatility averaged 54.1%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 19.1% (HV 20d: 35.0%). Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 2.10.

Notable Days

2022-10-18: Highest Volume — 33 contracts
2022-10-18: Largest IV spike — 92.0% change
2022-10-19: Highest IV Rank — 77.9%
2022-10-19: Largest Expected Move — 28.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.63	$14.98	$16.25	$15.73	$16.25
ATM IV	54.1%	27.9%	100.0%	43.5%	59.0%
Expected Move	14.5%	8.0%	28.7%	12.5%	16.9%
HV 20d	35.0%	25.0%	45.6%	43.5%	25.0%
HV 60d	38.0%	36.9%	38.6%	36.9%	38.6%
IV Rank	37.7%	14.9%	77.9%	28.5%	42.1%
IV Percentile	82.0%	25.0%	99.2%	73.4%	93.3%
Term Structure	-8.6%	-20.6%	6.4%	2.0%	-20.6%
Skew 25d	7.8%	-4.3%	27.2%	-4.3%	4.6%
Skew 10d	3.1%	-9.1%	12.4%	7.3%	1.6%
Call IV 25d	40.5%	13.1%	62.2%	49.6%	45.5%
Put IV 25d	48.3%	17.8%	71.4%	45.4%	50.1%
Bid-Ask Spread %	148.68	122.93	162.81	151.94	141.69
Gamma HHI	0.28	0.24	0.31	0.27	0.29
Net GEX	10	-350	328	-171	298
Net DEX	12.3K	528	22.5K	20.5K	4.0K
Net VEX	-103	-136	-68	-75	-124
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.10	0.94	3.60	0.94	1.00
Total Volume	26.429	20	33	31	30
Total OI	46.905	38	55	38	52

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-10-03	$15.73	$0.00	43.5%	12.5%	43.5%	28.5%	0.0%	-4.3%	2.0%	-171	20.5K	-75	0.94	151.94	N/A	N/A	16	15	17	21
2022-10-04	$16.18	$0.00	47.3%	13.6%	44.9%	31.8%	0.0%	0.6%	-8.0%	-219	19.8K	-80	3.00	149.99	N/A	N/A	5	15	17	21
2022-10-05	$16.01	$0.00	37.4%	10.7%	44.8%	23.2%	0.0%	-2.0%	0.3%	-23	13.3K	-107	3.00	145.63	N/A	N/A	5	15	21	21
2022-10-06	$15.58	$0.00	52.8%	13.4%	45.6%	36.6%	0.0%	4.0%	3.2%	-19	13.6K	-102	3.00	129.70	N/A	N/A	5	15	21	21
2022-10-07	$15.32	$0.00	54.7%	11.0%	44.7%	38.3%	0.0%	5.2%	1.0%	-68	19.0K	-81	3.00	148.31	N/A	N/A	5	15	21	21
2022-10-10	$15.24	$0.00	72.8%	14.9%	44.1%	54.1%	0.0%	19.9%	-14.4%	-75	19.8K	-75	3.00	145.69	N/A	N/A	5	15	21	21
2022-10-11	$15.08	$0.00	74.4%	12.2%	43.2%	55.5%	0.0%	7.0%	-13.7%	-82	20.7K	-68	3.00	140.55	N/A	N/A	5	15	21	21
2022-10-12	$14.98	$0.00	58.8%	16.9%	40.2%	41.9%	0.0%	5.8%	-10.8%	-32	13.1K	-92	3.60	160.69	N/A	N/A	5	18	21	21
2022-10-13	$15.32	$0.00	46.5%	13.3%	39.6%	31.1%	0.0%	12.6%	-18.8%	-350	22.5K	-70	3.60	156.51	N/A	N/A	5	18	21	24
2022-10-14	$15.07	$0.00	56.5%	16.2%	28.7%	39.9%	0.0%	3.2%	-14.5%	-172	17.5K	-91	3.60	162.81	N/A	N/A	5	18	21	24
2022-10-17	$15.45	$0.00	27.9%	8.0%	30.6%	14.9%	0.0%	7.4%	6.4%	-273	20.4K	-79	3.60	122.93	N/A	N/A	5	18	21	24
2022-10-18	$15.55	$0.00	53.6%	15.4%	30.5%	37.4%	0.0%	3.7%	-7.3%	-192	14.6K	-97	1.20	154.10	N/A	N/A	15	18	21	24
2022-10-19	$15.42	$0.00	100.0%	28.7%	30.4%	77.9%	0.0%	3.3%	-11.9%	44	5.8K	-127	1.20	162.65	N/A	N/A	15	18	31	24
2022-10-20	$15.31	$0.00	41.9%	12.0%	30.5%	27.1%	0.0%	27.2%	4.5%	50	6.7K	-130	1.20	155.47	N/A	N/A	15	18	31	24
2022-10-21	$15.69	$0.00	53.6%	15.4%	29.2%	37.3%	0.0%	8.0%	-12.2%	235	6.3K	-128	1.20	150.88	N/A	N/A	15	18	31	24
2022-10-24	$15.65	$0.00	50.1%	14.4%	28.2%	34.3%	0.0%	6.8%	-20.4%	225	7.2K	-120	1.00	150.97	N/A	N/A	15	15	31	21
2022-10-25	$15.95	$0.00	48.2%	13.8%	28.9%	32.6%	0.0%	21.0%	-9.2%	221	6.8K	-123	1.00	140.41	N/A	N/A	15	15	31	21
2022-10-26	$16.09	$0.00	42.2%	12.1%	28.0%	27.3%	0.0%	12.3%	-7.3%	257	2.8K	-128	1.00	141.86	N/A	N/A	15	15	31	21
2022-10-27	$16.13	$0.00	53.4%	15.3%	27.1%	37.2%	0.0%	15.2%	-11.6%	230	528	-136	1.00	152.62	N/A	N/A	15	15	31	21
2022-10-28	$16.20	$0.00	60.5%	17.3%	26.9%	43.3%	0.0%	1.6%	-16.8%	328	3.5K	-129	1.00	156.80	N/A	N/A	15	15	31	21
2022-10-31	$16.25	$0.00	59.0%	16.9%	25.0%	42.1%	0.0%	4.6%	-20.6%	298	4.0K	-124	1.00	141.69	N/A	N/A	15	15	31	21